On Bayesian value at risk: from linear to non-linear portfolios
Tong, H., Siu, T. & Yang, H.
(2004).
On Bayesian value at risk: from linear to non-linear portfolios.
Asian Pacific Financial Markets,
11(2), 161-184.
https://doi.org/10.1007/s10690-006-9008-7
| Item Type | Article |
|---|---|
| Copyright holders | © 2004 Springer US |
| Departments |
LSE > Academic Departments > Economics LSE > Academic Departments > Statistics |
| DOI | 10.1007/s10690-006-9008-7 |
| Date Deposited | 1 July 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6233 |
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